-----------------------------------------------------------------------------------------------------------------------------
      name:  <unnamed>
       log:  C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_logs/appendix_table6.log
  log type:  text
 opened on:  24 Jun 2022, 22:18:40

. 
.         use "$Rep_smokelabor/1_build/regdata/mortality_county_month.dta", clear 

.         local tbl_settings_log format(%6.3f) parentheses(stderr) asterisk()

.         local tbl_settings_pmil format(%6.1f) parentheses(stderr) asterisk()

. 
.         ** panel a, first row
.         if 1 {
.                 reghdfe pmil_nvss_mort1m_age100 hms_deep [aw=seer_pop], a(fe_cntymoy fe_styr) vce(cluster countyfip fe_stmo
> s)
(dropped 47 singleton observations)
(MWFE estimator converged in 4 iterations)

HDFE Linear regression                            Number of obs   =    330,442
Absorbing 2 HDFE groups                           F(   1,   3106) =       1.43
Statistics robust to heteroskedasticity           Prob > F        =     0.2314
                                                  R-squared       =     0.8152
                                                  Adj R-squared   =     0.7914
Number of clusters (countyfip) =      3,107       Within R-sq.    =     0.0000
Number of clusters (fe_stmos) =      5,292        Root MSE        =    97.2216

                 (Std. Err. adjusted for 3,107 clusters in countyfip fe_stmos)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~100 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    hms_deep |   .1318267   .1101279     1.20   0.231    -.0841042    .3477576
       _cons |   678.5528   .3595869  1887.03   0.000     677.8477    679.2578
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     37219       37219           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age100 [aw=seer_pop] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~100 | 330,442  3.3390e+10    678.7618   212.8683   34.90036   16393.44
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta", addlabel(outcome_mean, "`y
> mean'") table(all, `tbl_settings_log') replace
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta saved
.                 
.                 reghdfe pmil_nvss_mort1m_age60minus hms_deep [aw=seer_pop60minus], a(fe_cntymoy fe_styr) vce(cluster county
> fip fe_stmos)
(dropped 47 singleton observations)
(MWFE estimator converged in 4 iterations)

HDFE Linear regression                            Number of obs   =    330,442
Absorbing 2 HDFE groups                           F(   1,   3106) =       3.57
Statistics robust to heteroskedasticity           Prob > F        =     0.0591
                                                  R-squared       =     0.5578
                                                  Adj R-squared   =     0.5010
Number of clusters (countyfip) =      3,107       Within R-sq.    =     0.0000
Number of clusters (fe_stmos) =      5,292        Root MSE        =    51.8956

                 (Std. Err. adjusted for 3,107 clusters in countyfip fe_stmos)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~nus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    hms_deep |    .081063   .0429299     1.89   0.059    -.0031108    .1652368
       _cons |   168.3164   .0833864  2018.51   0.000     168.1529    168.4799
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     37219       37219           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60minus [aw=seer_pop60minus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~nus | 330,442  2.7024e+10    168.4447   73.46141          0   14925.37
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta", addlabel(outcome_mean, "`y
> mean'") table(age60minus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta saved
.                 
.                 reghdfe pmil_nvss_mort1m_age60plus hms_deep [aw=seer_pop60plus], a(fe_cntymoy fe_styr) vce(cluster countyfi
> p fe_stmos)
(dropped 47 singleton observations)
(MWFE estimator converged in 4 iterations)

HDFE Linear regression                            Number of obs   =    330,442
Absorbing 2 HDFE groups                           F(   1,   3106) =       3.47
Statistics robust to heteroskedasticity           Prob > F        =     0.0626
                                                  R-squared       =     0.5902
                                                  Adj R-squared   =     0.5374
Number of clusters (countyfip) =      3,107       Within R-sq.    =     0.0000
Number of clusters (fe_stmos) =      5,292        Root MSE        =   419.8865

                 (Std. Err. adjusted for 3,107 clusters in countyfip fe_stmos)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~lus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    hms_deep |    .972226   .5218738     1.86   0.063    -.0510265    1.995479
       _cons |    2843.56   1.704451  1668.31   0.000     2840.218    2846.902
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     37219       37219           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60plus [aw=seer_pop60plus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~lus | 330,442  6.3660e+09    2845.111   617.3724          0   71428.57
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta", addlabel(outcome_mean, "`y
> mean'") table(age60plus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta saved
.                 
.                 preserve 
.                         use "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta", replace
.                         drop if var == "r2"
(1 observation deleted)
.                         drop if var == "_id"
(0 observations deleted)
.                         drop if strpos(var, "_cons_") > 0
(2 observations deleted)
.                         ingap 3
.                         ingap 6
.                         list , sep(0)

     +-------------------------------------------------+
     |             var       all   age60m~s   age60p~s |
     |-------------------------------------------------|
  1. |   hms_deep_coef     0.132     0.081*     0.972* |
  2. | hms_deep_stderr   (0.110)    (0.043)    (0.522) |
  3. |                                                 |
  4. |               N   330,442    330,442    330,442 |
  5. |    outcome_mean   678.762    168.445   2845.111 |
     +-------------------------------------------------+
.                         saveold "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta", replace 
(saving in Stata 13 format)
(FYI, saveold has options version(12) and version(11) that write files in older Stata formats)
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a1.dta saved
.                 restore 
.                         
.         }

.         
.         ** panel a, second row
.         if 1 {
.                 
.                 reghdfe pmil_nvss_mort1m_age100 pm25 [aw=seer_pop], a(fe_cntymoy fe_styr) vce(cluster countyfip fe_stmos)
(dropped 620 singleton observations)
(MWFE estimator converged in 9 iterations)

HDFE Linear regression                            Number of obs   =    153,283
Absorbing 2 HDFE groups                           F(   1,   1633) =       8.27
Statistics robust to heteroskedasticity           Prob > F        =     0.0041
                                                  R-squared       =     0.8743
                                                  Adj R-squared   =     0.8557
Number of clusters (countyfip) =      1,634       Within R-sq.    =     0.0002
Number of clusters (fe_stmos) =      5,292        Root MSE        =    71.3934

                 (Std. Err. adjusted for 1,634 clusters in countyfip fe_stmos)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~100 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |   .4803195   .1670126     2.88   0.004     .1527381    .8079009
       _cons |   648.9629   1.688379   384.37   0.000     645.6513    652.2745
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     19335       19335           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age100 [aw=seer_pop] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~100 | 153,283  2.8447e+10    653.7769   187.9497   39.39334       4000
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta", addlabel(outcome_mean, "`y
> mean'") table(all, `tbl_settings_log') replace
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta saved
.                 
.                 reghdfe pmil_nvss_mort1m_age60minus pm25 [aw=seer_pop60minus], a(fe_cntymoy fe_styr) vce(cluster countyfip 
> fe_stmos)
(dropped 620 singleton observations)
(MWFE estimator converged in 9 iterations)

HDFE Linear regression                            Number of obs   =    153,283
Absorbing 2 HDFE groups                           F(   1,   1633) =       5.90
Statistics robust to heteroskedasticity           Prob > F        =     0.0152
                                                  R-squared       =     0.6732
                                                  Adj R-squared   =     0.6248
Number of clusters (countyfip) =      1,634       Within R-sq.    =     0.0001
Number of clusters (fe_stmos) =      5,292        Root MSE        =    37.2860

                 (Std. Err. adjusted for 1,634 clusters in countyfip fe_stmos)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~nus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |   .1478633   .0608492     2.43   0.015     .0285125    .2672141
       _cons |   161.3505    .614145   262.72   0.000     160.1459    162.5551
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     19335       19335           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60minus [aw=seer_pop60minus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~nus | 153,283  2.3165e+10    162.8384   60.87096          0   3994.674
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta", addlabel(outcome_mean, "`y
> mean'") table(age60minus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta saved
.                 
.                 reghdfe pmil_nvss_mort1m_age60plus pm25 [aw=seer_pop60plus], a(fe_cntymoy fe_styr) vce(cluster countyfip fe
> _stmos)
(dropped 620 singleton observations)
(MWFE estimator converged in 9 iterations)

HDFE Linear regression                            Number of obs   =    153,283
Absorbing 2 HDFE groups                           F(   1,   1633) =       2.41
Statistics robust to heteroskedasticity           Prob > F        =     0.1208
                                                  R-squared       =     0.6946
                                                  Adj R-squared   =     0.6494
Number of clusters (countyfip) =      1,634       Within R-sq.    =     0.0001
Number of clusters (fe_stmos) =      5,292        Root MSE        =   318.6705

                 (Std. Err. adjusted for 1,634 clusters in countyfip fe_stmos)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~lus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |    1.27305   .8201554     1.55   0.121    -.3356176    2.881717
       _cons |   2794.425   8.139642   343.31   0.000     2778.459     2810.39
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     19335       19335           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60plus [aw=seer_pop60plus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~lus | 153,283  5.2818e+09     2806.96   538.1714          0   16042.78
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta", addlabel(outcome_mean, "`y
> mean'") table(age60plus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta saved
.                 
.                 preserve 
.                         use "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta", replace
.                         drop if var == "r2"
(1 observation deleted)
.                         drop if var == "_id"
(0 observations deleted)
.                         drop if strpos(var, "_cons_") > 0
(2 observations deleted)
.                         ingap 3
.                         ingap 6
.                         list , sep(0)

     +-----------------------------------------------+
     |          var        all   age60m~s   age60p~s |
     |-----------------------------------------------|
  1. |    pm25_coef   0.480***    0.148**      1.273 |
  2. |  pm25_stderr    (0.167)    (0.061)    (0.820) |
  3. |                                               |
  4. |            N    153,283    153,283    153,283 |
  5. | outcome_mean    653.777    162.838   2806.960 |
     +-----------------------------------------------+
.                         saveold "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta", replace 
(saving in Stata 13 format)
(FYI, saveold has options version(12) and version(11) that write files in older Stata formats)
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a2.dta saved
.                 restore 
.                 
.         }

.         
.         ** panel a, third row
.         if 1 {
. 
.                 ivreghdfe pmil_nvss_mort1m_age100 (pm25=hms_deep) [aw=seer_pop], a(fe_cntymoy fe_styr) cluster(countyfip fe
> _stmos)
(dropped 620 singleton observations)
(sum of wgt is     2.8447e+10)
(MWFE estimator converged in 9 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countyfip and fe_stmos

Number of clusters (countyfip) =   1634               Number of obs =   153283
Number of clusters (fe_stmos) =   5292                F(  1,  1633) =     0.34
                                                      Prob > F      =   0.5585
Total (centered) SS     =  680614639.9                Centered R2   =   0.0002
Total (uncentered) SS   =  680614639.9                Uncentered R2 =   0.0002
Residual SS             =  680488214.8                Root MSE      =    66.73

------------------------------------------------------------------------------
             |               Robust
pmil_nvs~100 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |   .3790627   .6478212     0.59   0.559    -.8915854    1.649711
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             68.482
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             5230.895
                         (Kleibergen-Paap rk Wald F statistic):        103.548
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         pm25
Excluded instruments: hms_deep
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     19335       19335           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age100 [aw=seer_pop] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~100 | 153,283  2.8447e+10    653.7769   187.9497   39.39334       4000
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta", addlabel(KleibergenPaap_F,
>  `e(rkf)', outcome_mean, "`ymean'") table(all, `tbl_settings_log') replace
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta saved
.                 
.                 ivreghdfe pmil_nvss_mort1m_age60minus (pm25=hms_deep) [aw=seer_pop60minus], a(fe_cntymoy fe_styr) cluster(c
> ountyfip fe_stmos)
(dropped 620 singleton observations)
(sum of wgt is     2.3165e+10)
(MWFE estimator converged in 9 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countyfip and fe_stmos

Number of clusters (countyfip) =   1634               Number of obs =   153283
Number of clusters (fe_stmos) =   5292                F(  1,  1633) =     1.08
                                                      Prob > F      =   0.2980
Total (centered) SS     =  185618472.9                Centered R2   =   0.0000
Total (uncentered) SS   =  185618472.9                Uncentered R2 =   0.0000
Residual SS             =  185614484.7                Root MSE      =    34.85

------------------------------------------------------------------------------
             |               Robust
pmil_nvs~nus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |   .2701122   .2594719     1.04   0.298    -.2388206    .7790451
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             68.439
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             5236.765
                         (Kleibergen-Paap rk Wald F statistic):        104.225
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         pm25
Excluded instruments: hms_deep
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     19335       19335           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60minus [aw=seer_pop60minus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~nus | 153,283  2.3165e+10    162.8384   60.87096          0   3994.674
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta", addlabel(KleibergenPaap_F,
>  `e(rkf)', outcome_mean, "`ymean'") table(age60minus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta saved
.                 
.                 ivreghdfe pmil_nvss_mort1m_age60plus (pm25=hms_deep) [aw=seer_pop60plus], a(fe_cntymoy fe_styr) cluster(cou
> ntyfip fe_stmos)
(dropped 620 singleton observations)
(sum of wgt is     5.2818e+09)
(MWFE estimator converged in 9 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countyfip and fe_stmos

Number of clusters (countyfip) =   1634               Number of obs =   153283
Number of clusters (fe_stmos) =   5292                F(  1,  1633) =     1.78
                                                      Prob > F      =   0.1826
Total (centered) SS     =  1.35586e+10                Centered R2   =  -0.0003
Total (uncentered) SS   =  1.35586e+10                Uncentered R2 =  -0.0003
Residual SS             =  1.35633e+10                Root MSE      =    297.9

------------------------------------------------------------------------------
             |               Robust
pmil_nvs~lus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |   4.446131   3.334809     1.33   0.183    -2.094822    10.98708
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             67.123
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             5205.501
                         (Kleibergen-Paap rk Wald F statistic):         97.902
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         pm25
Excluded instruments: hms_deep
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
  fe_cntymoy |     19335       19335           0    *|
     fe_styr |       441           0         441     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60plus [aw=seer_pop60plus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~lus | 153,283  5.2818e+09     2806.96   538.1714          0   16042.78
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta", addlabel(KleibergenPaap_F,
>  `e(rkf)', outcome_mean, "`ymean'") table(age60plus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta saved
.                 
.                 preserve 
.                         use "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta", replace
.                         drop if var == "r2"
(1 observation deleted)
.                         drop if var == "_id"
(0 observations deleted)
.                         drop if strpos(var, "_cons_") > 0
(0 observations deleted)
.                         ingap 3
.                         list , sep(0)

     +--------------------------------------------------+
     |              var       all   age60m~s   age60p~s |
     |--------------------------------------------------|
  1. |        pm25_coef     0.379      0.270      4.446 |
  2. |      pm25_stderr   (0.648)    (0.259)    (3.335) |
  3. |                                                  |
  4. |                N   153,283    153,283    153,283 |
  5. | KleibergenPaap_F   103.548    104.225     97.902 |
  6. |     outcome_mean   653.777    162.838   2806.960 |
     +--------------------------------------------------+
.                         saveold "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta", replace 
(saving in Stata 13 format)
(FYI, saveold has options version(12) and version(11) that write files in older Stata formats)
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_a3.dta saved
.                 restore 
.         
.         }

.         
.         ** erase NVSS confidential fields
.         foreach var in pmil_nvss_mort1m_age100 pmil_nvss_mort1m_age60plus pmil_nvss_mort1m_age60minus {
  2.                 replace `var'=.
  3.         }
(370,209 real changes made, 370,209 to missing)
(370,209 real changes made, 370,209 to missing)
(370,209 real changes made, 370,209 to missing)

.         summ

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
   countyfip |    386,520    31399.89    16290.84       1001      72153
    rfrnc_yr |    386,520      2010.5    2.872285       2006       2015
   rfrnc_moy |    386,520         6.5    3.452057          1         12
    seer_pop |    376,440    98829.48    315823.3         61   1.01e+07
seer_pop~lus |    376,440    18642.54    53446.47         14    1800363
-------------+---------------------------------------------------------
seer_pop~nus |    376,440    80186.93    263405.8         44    8382330
pmil_nvs~100 |          0
pmil_nvs~lus |          0
pmil_nvs~nus |          0
  fe_cntymoy |    386,520     19326.5    11157.89          1      38652
-------------+---------------------------------------------------------
     fe_styr |    370,423    268.1027    142.5419          1        510
    fe_stmos |    370,423    3211.732    1710.506          1       6120
        pm25 |    154,267    9.695057    3.521678      -1.16   103.3933
    hms_deep |    335,772     2.05001    4.054598          0         30

.         saveold "$Rep_smokelabor/1_build/regdata/mortality_county_month.dta", replace 
(saving in Stata 13 format)
(FYI, saveold has options version(12) and version(11) that write files in older Stata formats)
file C:\Users\ericzou\Dropbox\replicate_smokelabor/1_build/regdata/mortality_county_month.dta saved

.         
.         use "$Rep_smokelabor/1_build/regdata/mortality_county_quarter.dta", clear 

.         
.         ** panel b, first row
.         if 1 {
.                 
.                 reghdfe pmil_nvss_mort1m_age100 hms_deep [aw=seer_pop], a(fe_countyqtroy fe_sty) vce(cluster countyfip fe_s
> tqtros)
(dropped 14 singleton observations)
(MWFE estimator converged in 4 iterations)

HDFE Linear regression                            Number of obs   =    123,422
Absorbing 2 HDFE groups                           F(   1,   2039) =       0.40
Statistics robust to heteroskedasticity           Prob > F        =     0.5261
                                                  R-squared       =     0.9171
                                                  Adj R-squared   =     0.9073
Number of clusters (countyfip) =      3,141       Within R-sq.    =     0.0000
Number of clusters (fe_stqtros) =      2,040      Root MSE        =   178.7937

               (Std. Err. adjusted for 2,040 clusters in countyfip fe_stqtros)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~100 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    hms_deep |  -.1182191    .186431    -0.63   0.526    -.4838341    .2473959
       _cons |   2033.924   1.417637  1434.73   0.000     2031.144    2036.704
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |     12540       12540           0    *|
        fe_styr |       510           0         510     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age100 [aw=seer_pop] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~100 | 123,422  1.2397e+10    2033.419    587.177   178.7502   16393.44
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta", addlabel(outcome_mean, "`y
> mean'") table(all, `tbl_settings_log') replace
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta saved
.                 
.                 reghdfe pmil_nvss_mort1m_age60minus hms_deep [aw=seer_pop60minus], a(fe_countyqtroy fe_sty) vce(cluster cou
> ntyfip fe_stqtros)
(dropped 14 singleton observations)
(MWFE estimator converged in 4 iterations)

HDFE Linear regression                            Number of obs   =    123,422
Absorbing 2 HDFE groups                           F(   1,   2039) =       0.84
Statistics robust to heteroskedasticity           Prob > F        =     0.3599
                                                  R-squared       =     0.7678
                                                  Adj R-squared   =     0.7403
Number of clusters (countyfip) =      3,141       Within R-sq.    =     0.0000
Number of clusters (fe_stqtros) =      2,040      Root MSE        =    91.4869

               (Std. Err. adjusted for 2,040 clusters in countyfip fe_stqtros)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~nus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    hms_deep |   .0449726   .0491137     0.92   0.360    -.0513457    .1412908
       _cons |   506.6586   .2311451  2191.95   0.000     506.2053    507.1119
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |     12540       12540           0    *|
        fe_styr |       510           0         510     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60minus [aw=seer_pop60minus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~nus | 123,422  1.0059e+10    506.8498   179.5355          0   14925.37
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta", addlabel(outcome_mean, "`y
> mean'") table(age60minus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta saved
.                 
.                 reghdfe pmil_nvss_mort1m_age60plus hms_deep [aw=seer_pop60plus], a(fe_countyqtroy fe_sty) vce(cluster count
> yfip fe_stqtros)
(dropped 14 singleton observations)
(MWFE estimator converged in 4 iterations)

HDFE Linear regression                            Number of obs   =    123,422
Absorbing 2 HDFE groups                           F(   1,   2039) =       1.55
Statistics robust to heteroskedasticity           Prob > F        =     0.2139
                                                  R-squared       =     0.7785
                                                  Adj R-squared   =     0.7523
Number of clusters (countyfip) =      3,141       Within R-sq.    =     0.0000
Number of clusters (fe_stqtros) =      2,040      Root MSE        =   769.9262

               (Std. Err. adjusted for 2,040 clusters in countyfip fe_stqtros)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~lus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    hms_deep |   1.161546   .9341444     1.24   0.214    -.6704306    2.993523
       _cons |   8595.228   7.120832  1207.05   0.000     8581.263    8609.193
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |     12540       12540           0    *|
        fe_styr |       510           0         510     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60plus [aw=seer_pop60plus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~lus | 123,422  2.3384e+09    8600.273   1547.112          0   71428.57
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta", addlabel(outcome_mean, "`y
> mean'") table(age60plus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta saved
.                 
.                 preserve 
.                         use "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta", replace
.                         drop if var == "r2"
(1 observation deleted)
.                         drop if var == "_id"
(0 observations deleted)
.                         drop if strpos(var, "_cons_") > 0
(2 observations deleted)
.                         ingap 3
.                         ingap 6
.                         list , sep(0)

     +--------------------------------------------------+
     |             var        all   age60m~s   age60p~s |
     |--------------------------------------------------|
  1. |   hms_deep_coef     -0.118      0.045      1.162 |
  2. | hms_deep_stderr    (0.186)    (0.049)    (0.934) |
  3. |                                                  |
  4. |               N    123,422    123,422    123,422 |
  5. |    outcome_mean   2033.419    506.850   8600.272 |
     +--------------------------------------------------+
.                         saveold "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta", replace 
(saving in Stata 13 format)
(FYI, saveold has options version(12) and version(11) that write files in older Stata formats)
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b1.dta saved
.                 restore 
.                         
.         }

.         
.         ** panel b, second row
.         if 1 {
.                 
.                 reghdfe pmil_nvss_mort1m_age100 pm25 [aw=seer_pop], a(fe_countyqtroy fe_sty) vce(cluster countyfip fe_stqtr
> os)
(dropped 202 singleton observations)
(MWFE estimator converged in 9 iterations)

HDFE Linear regression                            Number of obs   =     51,288
Absorbing 2 HDFE groups                           F(   1,   1633) =       0.37
Statistics robust to heteroskedasticity           Prob > F        =     0.5431
                                                  R-squared       =     0.9457
                                                  Adj R-squared   =     0.9373
Number of clusters (countyfip) =      1,634       Within R-sq.    =     0.0000
Number of clusters (fe_stqtros) =      1,764      Root MSE        =   133.8193

               (Std. Err. adjusted for 1,634 clusters in countyfip fe_stqtros)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~100 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |    .627604   1.031754     0.61   0.543    -1.396096    2.651304
       _cons |   1955.414   10.54486   185.44   0.000     1934.731    1976.097
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |      6459        6459           0    *|
        fe_styr |       441           0         441     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age100 [aw=seer_pop] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~100 |  51,288  9.4959e+09    1961.703   534.4149   237.4921   6629.271
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta", addlabel(outcome_mean, "`y
> mean'") table(all, `tbl_settings_log') replace
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta saved
.                 sleep 2000
.                 
.                 reghdfe pmil_nvss_mort1m_age60minus pm25 [aw=seer_pop60minus], a(fe_countyqtroy fe_sty) vce(cluster countyf
> ip fe_stqtros)
(dropped 202 singleton observations)
(MWFE estimator converged in 9 iterations)
Warning: VCV matrix was non-positive semi-definite; adjustment from Cameron, Gelbach & Miller applied.

HDFE Linear regression                            Number of obs   =     51,288
Absorbing 2 HDFE groups                           F(   1,   1633) =       0.64
Statistics robust to heteroskedasticity           Prob > F        =     0.4255
                                                  R-squared       =     0.8475
                                                  Adj R-squared   =     0.8238
Number of clusters (countyfip) =      1,634       Within R-sq.    =     0.0000
Number of clusters (fe_stqtros) =      1,764      Root MSE        =    66.4497

               (Std. Err. adjusted for 1,634 clusters in countyfip fe_stqtros)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~nus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |    .246852    .309659     0.80   0.425    -.3605186    .8542226
       _cons |   486.1062   3.147841   154.43   0.000     479.9319    492.2804
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |      6459        6459           0    *|
        fe_styr |       441           0         441     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60minus [aw=seer_pop60minus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~nus |  51,288  7.7325e+09    488.5896   158.3138          0   3065.134
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta", addlabel(outcome_mean, "`y
> mean'") table(age60minus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta saved
.                 sleep 2000
.                 
.                 reghdfe pmil_nvss_mort1m_age60plus pm25 [aw=seer_pop60plus], a(fe_countyqtroy fe_sty) vce(cluster countyfip
>  fe_stqtros)
(dropped 202 singleton observations)
(MWFE estimator converged in 9 iterations)

HDFE Linear regression                            Number of obs   =     51,288
Absorbing 2 HDFE groups                           F(   1,   1633) =       0.18
Statistics robust to heteroskedasticity           Prob > F        =     0.6698
                                                  R-squared       =     0.8460
                                                  Adj R-squared   =     0.8220
Number of clusters (countyfip) =      1,634       Within R-sq.    =     0.0000
Number of clusters (fe_stqtros) =      1,764      Root MSE        =   588.1967

               (Std. Err. adjusted for 1,634 clusters in countyfip fe_stqtros)
------------------------------------------------------------------------------
             |               Robust
pmil_nvs~lus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |  -2.131361   4.997001    -0.43   0.670    -11.93257    7.669845
       _cons |   8442.169   50.07443   168.59   0.000     8343.952    8540.386
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |      6459        6459           0    *|
        fe_styr |       441           0         441     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60plus [aw=seer_pop60plus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~lus |  51,288  1.7634e+09    8421.188   1394.229          0   23306.63
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta", addlabel(outcome_mean, "`y
> mean'") table(age60plus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta saved
.                 sleep 2000
.                 
.                 preserve 
.                         use "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta", replace
.                         drop if var == "r2"
(1 observation deleted)
.                         drop if var == "_id"
(0 observations deleted)
.                         drop if strpos(var, "_cons_") > 0
(2 observations deleted)
.                         ingap 3
.                         ingap 6
.                         list , sep(0)

     +-----------------------------------------------+
     |          var        all   age60m~s   age60p~s |
     |-----------------------------------------------|
  1. |    pm25_coef      0.628      0.247     -2.131 |
  2. |  pm25_stderr    (1.032)    (0.310)    (4.997) |
  3. |                                               |
  4. |            N     51,288     51,288     51,288 |
  5. | outcome_mean   1961.703    488.590   8421.188 |
     +-----------------------------------------------+
.                         saveold "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta", replace 
(saving in Stata 13 format)
(FYI, saveold has options version(12) and version(11) that write files in older Stata formats)
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b2.dta saved
.                 restore 
.                         
.         }

.         
.         ** panel b, third row
.         if 1 {
.                 
.                 ivreghdfe pmil_nvss_mort1m_age100 (pm25=hms_deep) [aw=seer_pop], a(fe_countyqtroy fe_sty) cluster(countyfip
>  fe_stqtros)
(dropped 202 singleton observations)
(sum of wgt is     9.4959e+09)
(MWFE estimator converged in 9 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countyfip and fe_stqtros

Number of clusters (countyfip) =   1634               Number of obs =    51288
Number of clusters (fe_stqtros) =   1764              F(  1,  1633) =     1.19
                                                      Prob > F      =   0.2754
Total (centered) SS     =  794896880.8                Centered R2   =  -0.0043
Total (uncentered) SS   =  794896880.8                Uncentered R2 =  -0.0043
Residual SS             =  798285238.5                Root MSE      =    125.3

------------------------------------------------------------------------------
             |               Robust
pmil_nvs~100 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |  -5.908178   5.414548    -1.09   0.275    -16.52837    4.712013
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             34.805
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              875.631
                         (Kleibergen-Paap rk Wald F statistic):         42.624
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         pm25
Excluded instruments: hms_deep
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |      6459        6459           0    *|
        fe_styr |       441           0         441     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age100 [aw=seer_pop] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~100 |  51,288  9.4959e+09    1961.703   534.4149   237.4921   6629.271
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta", addlabel(KleibergenPaap_F,
>  `e(rkf)', outcome_mean, "`ymean'") table(all, `tbl_settings_log') replace
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta saved
.                 
.                 ivreghdfe pmil_nvss_mort1m_age60minus (pm25=hms_deep) [aw=seer_pop60minus], a(fe_countyqtroy fe_sty) cluste
> r(countyfip fe_stqtros)
(dropped 202 singleton observations)
(sum of wgt is     7.7325e+09)
(MWFE estimator converged in 9 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countyfip and fe_stqtros

Number of clusters (countyfip) =   1634               Number of obs =    51288
Number of clusters (fe_stqtros) =   1764              F(  1,  1633) =     0.98
                                                      Prob > F      =   0.3213
Total (centered) SS     =  195998648.9                Centered R2   =  -0.0006
Total (uncentered) SS   =  195998648.9                Uncentered R2 =  -0.0006
Residual SS             =  196113394.2                Root MSE      =     62.1

------------------------------------------------------------------------------
             |               Robust
pmil_nvs~nus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |   1.468153   1.479938     0.99   0.321    -1.434624    4.370929
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             34.729
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              881.916
                         (Kleibergen-Paap rk Wald F statistic):         43.282
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         pm25
Excluded instruments: hms_deep
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |      6459        6459           0    *|
        fe_styr |       441           0         441     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60minus [aw=seer_pop60minus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~nus |  51,288  7.7325e+09    488.5896   158.3138          0   3065.134
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta", addlabel(KleibergenPaap_F,
>  `e(rkf)', outcome_mean, "`ymean'") table(age60minus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta saved
.                 
.                 ivreghdfe pmil_nvss_mort1m_age60plus (pm25=hms_deep) [aw=seer_pop60plus], a(fe_countyqtroy fe_sty) cluster(
> countyfip fe_stqtros)
(dropped 202 singleton observations)
(sum of wgt is     1.7634e+09)
(MWFE estimator converged in 9 iterations)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on countyfip and fe_stqtros

Number of clusters (countyfip) =   1634               Number of obs =    51288
Number of clusters (fe_stqtros) =   1764              F(  1,  1633) =     0.10
                                                      Prob > F      =   0.7527
Total (centered) SS     =  1.53572e+10                Centered R2   =  -0.0002
Total (uncentered) SS   =  1.53572e+10                Uncentered R2 =  -0.0002
Residual SS             =  1.53604e+10                Root MSE      =    549.6

------------------------------------------------------------------------------
             |               Robust
pmil_nvs~lus |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        pm25 |  -8.889455    28.2055    -0.32   0.753    -64.21223    46.43332
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             34.300
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              848.208
                         (Kleibergen-Paap rk Wald F statistic):         39.084
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         pm25
Excluded instruments: hms_deep
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
------------------------------------------------------------------------------

Absorbed degrees of freedom:
--------------------------------------------------------+
    Absorbed FE | Categories  - Redundant  = Num. Coefs |
----------------+---------------------------------------|
 fe_countyqtroy |      6459        6459           0    *|
        fe_styr |       441           0         441     |
--------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.                 summ pmil_nvss_mort1m_age60plus [aw=seer_pop60plus] if e(sample)

    Variable |     Obs      Weight        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------------------
pmil_nvs~lus |  51,288  1.7634e+09    8421.188   1394.229          0   23306.63
.                 local ymean = `r(mean)'
.                 regsave using "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta", addlabel(KleibergenPaap_F,
>  `e(rkf)', outcome_mean, "`ymean'") table(age60plus, `tbl_settings_log') append
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta saved
.                 
.                 preserve 
.                         use "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta", replace
.                         drop if var == "r2"
(1 observation deleted)
.                         drop if var == "_id"
(0 observations deleted)
.                         drop if strpos(var, "_cons_") > 0
(0 observations deleted)
.                         ingap 3
.                         list , sep(0)

     +---------------------------------------------------+
     |              var        all   age60m~s   age60p~s |
     |---------------------------------------------------|
  1. |        pm25_coef     -5.908      1.468     -8.889 |
  2. |      pm25_stderr    (5.415)    (1.480)   (28.206) |
  3. |                                                   |
  4. |                N     51,288     51,288     51,288 |
  5. | KleibergenPaap_F     42.624     43.282     39.084 |
  6. |     outcome_mean   1961.703    488.590   8421.188 |
     +---------------------------------------------------+
.                         saveold "$Rep_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta", replace 
(saving in Stata 13 format)
(FYI, saveold has options version(12) and version(11) that write files in older Stata formats)
file C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_tables/appendix_table6_b3.dta saved
.                 restore 
.                         
.         }

.         
.         ** erase NVSS confidential fields
.         foreach var in pmil_nvss_mort1m_age100 pmil_nvss_mort1m_age60plus pmil_nvss_mort1m_age60minus {
  2.                 replace `var'=.
  3.         }
(128,840 real changes made, 128,840 to missing)
(128,840 real changes made, 128,840 to missing)
(128,840 real changes made, 128,840 to missing)

.         summ

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
   countyfip |    128,840    31399.89    16290.88       1001      72153
    rfrnc_yr |    128,840      2010.5    2.872292       2006       2015
 rfrnc_qtroy |    128,840         2.5    1.118038          1          4
pmil_nvs~100 |          0
pmil_nvs~lus |          0
-------------+---------------------------------------------------------
pmil_nvs~nus |          0
    seer_pop |    125,480    98829.48    315824.2         61   1.01e+07
seer_pop~lus |    125,480    18642.54    53446.62         14    1800363
seer_pop~nus |    125,480    80186.93    263406.5         44    8382330
        pm25 |     51,606    9.689592    2.880606  -.9264516   53.36914
-------------+---------------------------------------------------------
     fe_styr |    123,508    268.0974    142.5414          1        510
fe_countyq~y |    128,840      6442.5    3719.305          1      12884
  fe_stqtros |    123,508     1070.89    570.1663          1       2040
    hms_deep |    128,840    5.342564    9.907804          0         66

.         saveold "$Rep_smokelabor/1_build/regdata/mortality_county_quarter.dta", replace 
(saving in Stata 13 format)
(FYI, saveold has options version(12) and version(11) that write files in older Stata formats)
file C:\Users\ericzou\Dropbox\replicate_smokelabor/1_build/regdata/mortality_county_quarter.dta saved

. 
. log close
      name:  <unnamed>
       log:  C:\Users\ericzou\Dropbox\replicate_smokelabor/2_analysis/output_logs/appendix_table6.log
  log type:  text
 closed on:  24 Jun 2022, 22:22:50
-----------------------------------------------------------------------------------------------------------------------------
